V1 Readme + rangement

ongoing/ASIFT_tests/demo_ASIFT_src/libNumerics/numerics.h

@@ -0,0 +1,66 @@
+// Authors: Unknown. Please, if you are the author of this file, or if you 
+// know who are the authors of this file, let us know, so we can give the 
+// adequate credits and/or get the adequate authorizations.
+
+#ifndef NUMERICS_H
+#define NUMERICS_H
+
+#include "matrix.h"
+#include <vector>
+
+namespace libNumerics {
+    class NumericsException {};
+    class SvdConvergenceError : public NumericsException {};
+    typedef double flnum;
+
+    /// Solve system AX = B.
+    bool solveLU(const matrix<flnum>& A, const vector<flnum>& B,
+                 vector<flnum>& X);
+    bool solveLU(matrix<flnum> A, vector<flnum>& B);
+
+    /// Singular Value Decomposition
+    class SVD {
+    public:
+        SVD(const matrix<flnum>& A);
+        matrix<flnum>& U() { return m_U; }
+        vector<flnum>& W() { return m_W; }
+        matrix<flnum>& V() { return m_V; }
+        matrix<flnum> compose() const;
+
+    private:
+        matrix<flnum> m_U, m_V;
+        vector<flnum> m_W;
+        static flnum withSignOf(flnum a, flnum b);
+        static flnum hypot(flnum a, flnum b);
+        static void rotate(flnum& a, flnum& b, flnum c, flnum s);
+        void compute();
+        void sort();
+    };
+
+    /// Levenberg-Marquardt minimization.
+    class MinLM {
+        static const flnum DEFAULT_RELATIVE_TOL;
+        static const flnum DEFAULT_LAMBDA_INIT;
+        static const flnum DEFAULT_LAMBDA_FACT;
+        static const flnum EPSILON_KERNEL;
+    public:
+        MinLM();
+        flnum minimize(vector<flnum>& P, const vector<flnum>& ydata,
+                       flnum targetRMSE=0.1, int maxIters=300);
+        virtual void modelData(const vector<flnum>& P,
+                               vector<flnum>& ymodel) const = 0;
+        virtual void modelJacobian(const vector<flnum>& P,
+                                   matrix<flnum>& J) const = 0;
+        int iterations;
+        flnum relativeTol;
+        flnum lambdaInit;
+        flnum lambdaFact;
+    private:
+        std::vector<int> m_nullCols;
+        void compress(matrix<flnum>& JtJ, vector<flnum>& B);
+        void uncompress(vector<flnum>& B);
+    };
+
+} // namespace libNumerics
+
+#endif